Screener

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Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Free/Premium: QuantConnect: Papers:
NEW: Strategy can be used as a hedge/diversification for equity markets during downturns:
Period:
Markets:
Instruments:
Performance:
Keywords:
Free/Premium:
Crisis Hedge:
Total: 438       Premium: 369       Free: 69
IDTitlePeriod Of RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence In AnomalyKeywordsSharpe Ratio
19Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
4Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
25Small Capitalization Stocks Premium AnomalyYearly1000equitiesstocksComplex strategy1927-20108412.08%32.00%-91.52%Moderately strongsmall cap, stock picking0.25
39Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
43Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
44Paired SwitchingQuarterly2equities, bondsstocks, ETFs, fundsSimple strategy1991-20112111.30%9.30%Moderately strongmomentum, asset class picking, rotational system, market timing, fund picking0.78
45Short Interest Effect - Long-Short VersionMonthly1000equitiesstocksComplex strategy1988-20051819.70%17.14%Moderately strongstock picking, equity long short0.92
49Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
50FED ModelMonthly2equities, bondsETFs, funds, futuresModerately complex strategy1959-20034511.00%10.00%Moderately strongmarket timing, asset class picking0.70
61Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
77Betting Against Beta Factor in StocksMonthly1000equitiesstocksComplex strategy1926-2009848.86%11.50%Moderately strongequity long short, stock picking, beta factor0.42
79Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
84Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
100Trading WTI/BRENT SpreadDaily2commoditiesfuturesSimple strategy1995-20041039.40%21.65%-13.45%Moderately strongpairs trading, arbitrage, spread trading1.64
103Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
108Soccer Clubs' Stocks ArbitrageDaily20equitiesstocksModerately complex strategy2000-2006742.00%50.00%Moderately strongreversal, stock picking, arbitrage, short selling0.76
114January Effect in StocksMonthly1equitiesETFs, funds, futures, CFDsSimple strategy1947-20076112.70%Moderately Strongseasonality, stock picking
119Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
120Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
121Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00